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Black-scholes prediction for a european put

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The current stock price of Intel Corporation is $32. According to the Black-Scholes model, what is the value of a European call option on Intel with exercise price=$30 and time till expiration 60 days? The volatility of Intel stock is estimated to be s=0.03 (daily). No dividends will be paid before the option expires and the riskless rate is 6% per year. You can use the attached table for the cumulative normal.

What is the Black-Scholes prediction for a European put option on Intel with an exercise price of $28 and 40 days to maturity?

Reference no: EM133072488

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